An urn model associated with Jacobi polynomials

DOI10.2140/CAMCOS.2010.5.55MaRDI QIDQ970451zbMATH OpenOpenAlexFDO

Authors F. Alberto Grünbaum

Publication date 19 May 2010

Published in Communications in Applied Mathematics and Computational Science (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0908.3894, http://pjm.math.berkeley.edu/camcos/2010/5-1/p03.xhtml

zbMATH Keywords

Jacobi polynomialsorthogonal polynomialsrandom walksurn models

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Abstract: We consider an urn model leading to a random walk that can be solved explicitly in terms of the well known Jacobi polynomials.

Cited in

(7)

• Stochastic Darboux transformations for quasi-birth-and-death processes and urn models
• Quasi-birth-and-death processes and multivariate orthogonal polynomials
• Stochastic LU factorizations, Darboux transformations and urn models
• An urn model for the Jacobi-Piñeiro polynomials
• Some arithmetic properties of Pólya's urn
• The bilateral birth–death chain generated by the associated Jacobi polynomials
• Finite Markov chains and multiple orthogonal polynomials

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